Data Source: from January 2012 to February 2024 (~12 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
Schwab US Dividend Equity ETF (SCHD) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.84%
February 2024
In the last 10 Years, the Schwab US Dividend Equity ETF (SCHD) ETF obtained a 11.33% compound annual return, with a 14.47% standard deviation.
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The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: North America
- Country: U.S.
Investment Returns as of Feb 29, 2024
The Schwab US Dividend Equity ETF (SCHD) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
- the actual US Inflation rates.
SCHWAB US DIVIDEND EQUITY ETF (SCHD) ETF
Consolidated returns as of 29 February 2024
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Chg (%) | Return (%) | Return (%) as of Feb 29, 2024 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Mar 2024 | 1M | 6M | 1Y | 5Y | 10Y | MAX (~12Y) | |||
Schwab US Dividend Equity ETF (SCHD) ETF | n.a. | n.a. | 1.84 | 6.20 | 8.06 | 12.21 | 11.33 | 12.74 | |||
US Inflation Adjusted return | 1.39 | 4.53 | 4.74 | 7.70 | 8.28 | 9.86 |
Returns over 1 year are annualized | Available data source: since Jan 2012
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2024. Current inflation (annualized) is 1Y: 3.17% , 5Y: 4.19% , 10Y: 2.82%
Live update: World Markets and Indexes
In 2023, the Schwab US Dividend Equity ETF (SCHD) ETF granted a 3.57% dividend yield. If you are interested in getting periodic income, please refer to the Schwab US Dividend Equity ETF (SCHD) ETF: Dividend Yield page.
Capital Growth as of Feb 29, 2024
An investment of 1$, since March 2014, now would be worth 2.93$, with a total return of 192.59% (11.33% annualized).
The Inflation Adjusted Capital now would be 2.22$, with a net total return of 121.57% (8.28% annualized).
An investment of 1$, since January 2012, now would be worth 4.30$, with a total return of 329.94% (12.74% annualized).
The Inflation Adjusted Capital now would be 3.14$, with a net total return of 214.07% (9.86% annualized).
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Investment Metrics as of Feb 29, 2024
Metrics of Schwab US Dividend Equity ETF (SCHD) ETF, updated as of 29 February 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
- the actual US Inflation rates.
SCHWAB US DIVIDEND EQUITY ETF (SCHD) ETF
Advanced Metrics
Data Source: 1 January 2012 - 29 February 2024 (~12 years)
Swipe left to see all data
Metrics as of Feb 29, 2024 | ||||||||
---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | MAX (~12Y) | |
Investment Return (%) | 1.84 | 8.42 | 6.20 | 8.06 | 8.44 | 12.21 | 11.33 | 12.74 |
Infl. Adjusted Return (%) details | 1.39 | 7.36 | 4.53 | 4.74 | 2.62 | 7.70 | 8.28 | 9.86 |
US Inflation (%) | 0.44 | 0.98 | 1.59 | 3.17 | 5.68 | 4.19 | 2.82 | 2.61 |
Returns / Inflation rates over 1 year are annualized. | ||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
Deepest Drawdown Depth (%) | -9.23 | -15.68 | -21.54 | -21.54 | -21.54 | |||
Start to Recovery (# months) details | 5 | 11 | 8 | 8 | 8 | |||
Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2020 01 | |||
Start to Bottom (# months) | 3 | 9 | 3 | 3 | 3 | |||
Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2020 03 | |||
Bottom to End (# months) | 2 | 2 | 5 | 5 | 5 | |||
End (yyyy mm) | 2023 12 | 2022 11 | 2020 08 | 2020 08 | 2020 08 | |||
Longest Drawdown Depth (%) | same as deepest | -10.62 | -10.62 | -10.62 | -10.62 | |||
Start to Recovery (# months) details | 13 | 13 | 13 | 13 | ||||
Start (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | |||
Start to Bottom (# months) | 3 | 11 | 11 | 11 | 11 | |||
Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
Bottom to End (# months) | 2 | 2 | 2 | 2 | 2 | |||
End (yyyy mm) | 2023 12 | 2023 12 | 2023 12 | 2023 12 | 2023 12 | |||
Longest negative period (# months) details | 9 | 30 | 30 | 30 | 30 | |||
Period Start (yyyy mm) | 2023 03 | 2021 05 | 2021 05 | 2021 05 | 2021 05 | |||
Period End (yyyy mm) | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
Annualized Return (%) | -0.44 | -0.25 | -0.25 | -0.25 | -0.25 | |||
Deepest Drawdown Depth (%) | -10.09 | -20.10 | -21.39 | -21.39 | -21.39 | |||
Start to Recovery (# months) details | 5 | 26* | 8 | 8 | 8 | |||
Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2020 01 | |||
Start to Bottom (# months) | 3 | 9 | 3 | 3 | 3 | |||
Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2020 03 | |||
Bottom to End (# months) | 2 | 17 | 5 | 5 | 5 | |||
End (yyyy mm) | 2023 12 | - | 2020 08 | 2020 08 | 2020 08 | |||
Longest Drawdown Depth (%) | same as deepest | same as deepest | -20.10 | -20.10 | -20.10 | |||
Start to Recovery (# months) details | 26* | 26* | 26* | |||||
Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
Start to Bottom (# months) | 3 | 9 | 9 | 9 | 9 | |||
Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
Bottom to End (# months) | 2 | 17 | 17 | 17 | 17 | |||
End (yyyy mm) | 2023 12 | - | - | - | - | |||
Longest negative period (# months) details | 9 | 35* | 35* | 35* | 35* | |||
Period Start (yyyy mm) | 2023 03 | 2021 04 | 2021 04 | 2021 04 | 2021 04 | |||
Period End (yyyy mm) | 2023 11 | 2024 02 | 2024 02 | 2024 02 | 2024 02 | |||
Annualized Return (%) | -3.23 | -0.10 | -0.10 | -0.10 | -0.10 | |||
Drawdowns / Negative periods marked with * are in progress | ||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | MAX | |||
Standard Deviation (%) | 13.25 | 15.75 | 17.54 | 14.47 | 13.68 | |||
Sharpe Ratio | 0.22 | 0.39 | 0.59 | 0.70 | 0.64 | |||
Sortino Ratio | 0.32 | 0.57 | 0.83 | 0.98 | 0.88 | |||
Ulcer Index | 3.63 | 5.29 | 5.72 | 4.75 | 4.35 | |||
Ratio: Return / Standard Deviation | 0.61 | 0.54 | 0.70 | 0.78 | 0.93 | |||
Ratio: Return / Deepest Drawdown | 0.87 | 0.54 | 0.57 | 0.53 | 0.59 | |||
% Positive Months details | 50% | 52% | 58% | 61% | 63% | |||
Positive Months | 6 | 19 | 35 | 74 | 93 | |||
Negative Months | 6 | 17 | 25 | 46 | 53 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
Best 10 Years Return (%) - Annualized | 11.33 | 15.34 | ||||||
Worst 10 Years Return (%) - Annualized | 10.17 | |||||||
Best 10 Years Return (%) - Annualized | 8.28 | 12.92 | ||||||
Worst 10 Years Return (%) - Annualized | 7.18 | |||||||
ROLLING PERIODS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
Over the latest 10Y | ||||||||
Best Rolling Return (%) - Annualized | 67.92 | 23.91 | 17.27 | 11.33 | ||||
Worst Rolling Return (%) - Annualized | -10.88 | 3.41 | 5.85 | |||||
% Positive Periods | 82% | 100% | 100% | 100% | ||||
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 91.11 | 33.49 | 22.63 | 14.92 | ||||
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | 1.63 | 4.21 | 8.19 | ||||
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
Best Rolling Return (%) - Annualized | 63.63 | 19.64 | 14.63 | 8.28 | ||||
Worst Rolling Return (%) - Annualized | -14.47 | 1.47 | 3.97 | |||||
% Positive Periods | 76% | 100% | 100% | 100% | ||||
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 91.11 | 33.49 | 22.63 | 14.92 | ||||
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | 1.63 | 4.21 | 8.19 | ||||
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
Over all the available data source (Jan 2012 - Feb 2024) | ||||||||
Best Rolling Return (%) - Annualized | 67.92 | 23.91 | 17.27 | 15.34 | ||||
Worst Rolling Return (%) - Annualized | -10.88 | 3.41 | 5.85 | 10.17 | ||||
% Positive Periods | 85% | 100% | 100% | 100% | ||||
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 91.11 | 33.49 | 22.63 | 14.56 | ||||
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | 1.63 | 4.21 | 7.48 | ||||
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
Best Rolling Return (%) - Annualized | 63.63 | 19.64 | 14.63 | 12.92 | ||||
Worst Rolling Return (%) - Annualized | -14.47 | 1.47 | 3.97 | 7.18 | ||||
% Positive Periods | 80% | 100% | 100% | 100% | ||||
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 91.11 | 33.49 | 22.63 | 14.56 | ||||
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | 1.63 | 4.21 | 7.48 | ||||
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com |
Terms and Definitions
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation. - Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of Feb 29, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Monthly correlations of Schwab US Dividend Equity ETF (SCHD) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
SCHWAB US DIVIDEND EQUITY ETF (SCHD) ETF
Monthly correlations as of 29 February 2024
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Correlation vs SCHD | |||||
---|---|---|---|---|---|
Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2012 | |
VTI | US Total Stock Market | 0.89 | 0.90 | 0.91 | 0.91 |
SPY | US Large Cap | 0.86 | 0.90 | 0.92 | 0.92 |
IJR | US Small Cap | 0.92 | 0.89 | 0.85 | 0.85 |
VNQ | US REITs | 0.91 | 0.79 | 0.71 | 0.69 |
QQQ | US Technology | 0.56 | 0.72 | 0.74 | 0.74 |
PFF | Preferred Stocks | 0.80 | 0.72 | 0.66 | 0.64 |
EFA | EAFE Stocks | 0.88 | 0.87 | 0.84 | 0.82 |
VT | World All Countries | 0.91 | 0.91 | 0.90 | 0.90 |
EEM | Emerging Markets | 0.80 | 0.70 | 0.67 | 0.66 |
VGK | Europe | 0.86 | 0.87 | 0.83 | 0.81 |
VPL | Pacific | 0.88 | 0.82 | 0.79 | 0.76 |
FLLA | Latin America | 0.81 | 0.70 | 0.57 | 0.57 |
BND | US Total Bond Market | 0.66 | 0.37 | 0.28 | 0.26 |
TLT | Long Term Treasuries | 0.72 | 0.03 | -0.02 | -0.06 |
BIL | US Cash | 0.35 | -0.15 | -0.11 | -0.12 |
TIPS | 0.60 | 0.46 | 0.38 | 0.32 | |
LQD | Invest. Grade Bonds | 0.71 | 0.54 | 0.47 | 0.45 |
HYG | High Yield Bonds | 0.86 | 0.79 | 0.75 | 0.74 |
CWB | US Convertible Bonds | 0.87 | 0.75 | 0.76 | 0.75 |
BNDX | International Bonds | 0.56 | 0.40 | 0.32 | 0.30 |
EMB | Emerg. Market Bonds | 0.88 | 0.68 | 0.61 | 0.58 |
GLD | Gold | 0.03 | 0.17 | 0.06 | 0.06 |
DBC | Commodities | 0.26 | 0.56 | 0.47 | 0.46 |
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
SCHWAB US DIVIDEND EQUITY ETF (SCHD) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2012 - 29 February 2024 (~12 years)
Inflation Adjusted:
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